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Diaa Noureldin

Personal Details

First Name:Diaa
Middle Name:
Last Name:Noureldin
Suffix:
RePEc Short-ID:pno257
[This author has chosen not to make the email address public]
700 19th St NW Washington, DC 20431 United States
Terminal Degree:2011 Department of Economics; Oxford University (from RePEc Genealogy)

Affiliation

International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/
RePEc:edi:imfffus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Mr. Christoffer Koch & Diaa Noureldin, 2023. "How We Missed the Inflation Surge: An Anatomy of Post-2020 Inflation Forecast Errors," IMF Working Papers 2023/102, International Monetary Fund.
  2. Mr. John C Bluedorn & Mr. Niels-Jakob H Hansen & Diaa Noureldin & Mr. Ippei Shibata & Ms. Marina Mendes Tavares, 2022. "Transitioning to a Greener Labor Market: Cross-Country Evidence from Microdata," IMF Working Papers 2022/146, International Monetary Fund.
  3. Diaa Noureldin & Khouzeima Moutanabbir, 2018. "Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds," Working Papers 1172, Economic Research Forum, revised 25 Mar 2008.
  4. Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin, 2014. "Multivariate rotated ARCH models," Scholarly Articles 34650305, Harvard University Department of Economics.
  5. Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2011. "Multivariate High-Frequency-Based Volatility (HEAVY) Models," Economics Papers 2011-W01, Economics Group, Nuffield College, University of Oxford.

Articles

  1. Christoffer Koch & Diaa Noureldin, 2024. "How we missed the inflation surge: An anatomy of post‐2020 inflation forecast errors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 852-870, July.
  2. Hegazi Nourhan & Noureldin Diaa & Zaki Chahir R., 2023. "What Drives Business Cycles in Egypt? An Analysis of Coincident and Leading Indicators," Review of Middle East Economics and Finance, De Gruyter, vol. 19(1), pages 37-99, April.
  3. Bluedorn, John & Hansen, Niels-Jakob & Noureldin, Diaa & Shibata, Ippei & Tavares, Marina M., 2023. "Transitioning to a greener labor market: Cross-country evidence from microdata," Energy Economics, Elsevier, vol. 126(C).
  4. Diaa Noureldin, 2022. "Volatility Prediction Using a Realized-Measure-Based Component Model [Modelling Volatility by Variance Decomposition]," Journal of Financial Econometrics, Oxford University Press, vol. 20(1), pages 76-104.
  5. Abdelraouf, Nadine & Noureldin, Diaa, 2022. "The impact of the exchange rate regime on the dispersion of the price-change distribution: Evidence from a large panel of countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
  6. Moutanabbir, Khouzeima & Noureldin, Diaa, 2020. "Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 708-730.
  7. Noureldin Diaa, 2018. "Much Ado about the Egyptian Pound: Exchange Rate Misalignment and the Path Towards Equilibrium," Review of Middle East Economics and Finance, De Gruyter, vol. 14(2), pages 1-19, August.
  8. Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin, 2014. "Multivariate rotated ARCH models," Journal of Econometrics, Elsevier, vol. 179(1), pages 16-30.
  9. Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate high‐frequency‐based volatility (HEAVY) models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 907-933, September.

Chapters

  1. Diaa Noureldin, 2014. "Time-varying Dependence in the Term Structure of Interest Rates: A Copula-based Approach," World Scientific Book Chapters, in: Kaddour Hadri & William Mikhail (ed.), Econometric Methods and Their Applications in Finance, Macro and Related Fields, chapter 3, pages 51-80, World Scientific Publishing Co. Pte. Ltd..

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2011-03-05 2012-03-08
  2. NEP-ETS: Econometric Time Series (2) 2011-03-05 2012-03-08
  3. NEP-CBA: Central Banking (1) 2011-03-05
  4. NEP-ENE: Energy Economics (1) 2022-10-17
  5. NEP-ENV: Environmental Economics (1) 2022-10-17
  6. NEP-FMK: Financial Markets (1) 2012-03-08
  7. NEP-FOR: Forecasting (1) 2011-03-05
  8. NEP-MON: Monetary Economics (1) 2023-06-19
  9. NEP-MST: Market Microstructure (1) 2011-03-05
  10. NEP-RMG: Risk Management (1) 2011-03-05

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